ICE US Dollar Index Future June 2012


Trading Metrics calculated at close of trading on 26-Mar-2012
Day Change Summary
Previous Current
23-Mar-2012 26-Mar-2012 Change Change % Previous Week
Open 79.895 79.495 -0.400 -0.5% 80.065
High 80.010 79.940 -0.070 -0.1% 80.195
Low 79.325 79.060 -0.265 -0.3% 79.325
Close 79.576 79.179 -0.397 -0.5% 79.576
Range 0.685 0.880 0.195 28.5% 0.870
ATR 0.581 0.602 0.021 3.7% 0.000
Volume 24,696 19,124 -5,572 -22.6% 95,797
Daily Pivots for day following 26-Mar-2012
Classic Woodie Camarilla DeMark
R4 82.033 81.486 79.663
R3 81.153 80.606 79.421
R2 80.273 80.273 79.340
R1 79.726 79.726 79.260 79.560
PP 79.393 79.393 79.393 79.310
S1 78.846 78.846 79.098 78.680
S2 78.513 78.513 79.018
S3 77.633 77.966 78.937
S4 76.753 77.086 78.695
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 82.309 81.812 80.055
R3 81.439 80.942 79.815
R2 80.569 80.569 79.736
R1 80.072 80.072 79.656 79.886
PP 79.699 79.699 79.699 79.605
S1 79.202 79.202 79.496 79.016
S2 78.829 78.829 79.417
S3 77.959 78.332 79.337
S4 77.089 77.462 79.098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.195 79.060 1.135 1.4% 0.613 0.8% 10% False True 19,110
10 81.160 79.060 2.100 2.7% 0.643 0.8% 6% False True 25,255
20 81.160 78.420 2.740 3.5% 0.625 0.8% 28% False False 13,819
40 81.160 78.420 2.740 3.5% 0.484 0.6% 28% False False 6,940
60 82.286 78.420 3.866 4.9% 0.377 0.5% 20% False False 4,630
80 82.286 78.420 3.866 4.9% 0.287 0.4% 20% False False 3,482
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.158
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 83.680
2.618 82.244
1.618 81.364
1.000 80.820
0.618 80.484
HIGH 79.940
0.618 79.604
0.500 79.500
0.382 79.396
LOW 79.060
0.618 78.516
1.000 78.180
1.618 77.636
2.618 76.756
4.250 75.320
Fisher Pivots for day following 26-Mar-2012
Pivot 1 day 3 day
R1 79.500 79.628
PP 79.393 79.478
S1 79.286 79.329

These figures are updated between 7pm and 10pm EST after a trading day.

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